Citadel Investment Group seems to having a problem keeping its high-frequency trading secrets secret.

The hedge fund giant is demanding information from a rival HFT firm, alleging that a former employee or employees stole its algorithms on their way to Jump Trading Reuters reports. In its filing in Illinois state court, Citadel does not identify the employees or accuse them of violating a non-compete agreement. But it does suggest that at least one of the roughly 10 Citadel veterans who have joined Jump over the last seven years may have violated non-disclosure agreements.

The Jump matter isn't the first time that Citadel has turned to the courts to protect its HFT code. Three years ago it moved against former HFT chief Mikhail Malshev, two others and their new firm, Teza Technologies, alleging that the trio had stolen its code. And last year, it fired an engineer whom it accused of downloading a large amount of its data and whom it said was in talks with Teza.

That engineer, Yihao Pu, was arrested and last month indicted for theft of trade secrets and computer fraud.

Citadel has not actually sued Jump—at least not yet. Instead, it is using an Illinois legal provision that allows it to petition a court for documents even before filing a complaint. Citadel wants to see personnel documents, strategy and trading records, as well as Jump's own source code. It also wants to depose former employees—in its filing, the hedge fund says that its strategies have become less and less profitable since their departures from Citadel.

Jump said that Citadel is simply trying to get its hands on Jump's own trade secrets.

"The petition is nothing more than a transparent attempt by Citadel to obtain a competitive advantage by gaining access to Jump's proprietary and confidential trading strategies," Jump said in its response to Citadel's petition. Jump added that there is no evidence that Citadel's algorithms had become less successful due to Jump's activities.